This plan was again dominated by company stock SWN which had a 5yr APR = 50% with a positive 5yr Sharpe ratio = 0.63. The Balanced portfolio invested 12.9% of the portfolio in the stock and the employee portfolio had 33.5% in the stock as of 12-31-2009. However, regression to the mean does happen and in 2010 the stock was off -22.34%. The 3 largest holdings of the Balanced portfolio were the stable value fund, the bond fund PTTRX and company stock. The employee portfolio returned a 5yr APR = 18.7% with a positive 5yr Sharpe ratio = 0.64, and last year the emplyoee portfolio was up 20%. Amazing.
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